Machine learning models predicting returns: Why most popular performance metrics are misleading and proposal for an efficient metric

J Dessain - Expert Systems with Applications, 2022 - Elsevier
Numerous machine learning models have been developed to achieve the 'real-life'financial
objective of optimising the risk/return profile of investment strategies. In the current article:(a) …
被引用次数：36 相关文章

Machine Learning Models Predicting Returns: Why Most Popular Performance Metrics Are Misleading and Proposal for an Efficient Metric

J Dessain - Available at SSRN 3927058, 2021 - papers.ssrn.com
Numerous machine learning models have been developed to achieve the 'real-life'financial
objective of optimising the risk/return profile of investment strategies. In the current article:(a) …

Machine learning models predicting returns:: Why most popular performance metrics are misleading and proposal for an efficient metric

J Dessain - 2022 - dl.acm.org
Numerous machine learning models have been developed to achieve the 'real-life'financial
objective of optimising the risk/return profile of investment strategies. In the current article:(a) …

Machine learning models predicting returns: Why most popular performance metrics are misleading and proposal for an efficient metric

J Dessain - Expert Systems with Applications, 2022 - Elsevier
Numerous machine learning models have been developed to achieve the 'real-life'financial
objective of optimising the risk/return profile of investment strategies. In the current article:(a) …